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This paper develops a new time series clustering procedure allowing for heteroskedasticity, non-normality and model's non-linearity. At this aim, we follow a fuzzy approach. Specifically, considering a Dynamic Conditional Score (DCS) model,…

Methodology · Statistics 2021-04-02 Roy Cerqueti , Massimiliano Giacalone , Raffaele Mattera

An evolving weighted neuro-neo-fuzzy-ANARX model and its learning procedures are introduced in the article. This system is basically used for time series forecasting. This system may be considered as a pool of elements that process data in…

Artificial Intelligence · Computer Science 2016-10-21 Zhengbing Hu , Yevgeniy V. Bodyanskiy , Oleksii K. Tyshchenko , Olena O. Boiko

Forecasting irregularly sampled time series with missing values is a crucial task for numerous real-world applications such as healthcare, astronomy, and climate sciences. State-of-the-art approaches to this problem rely on Ordinary…

The superiority and inferiority ranking (SIR) method is a generation of the well-known PROMETHEE method, which can be more efficient to deal with multi-criterion decision making (MCDM) problem. Intuitionistic fuzzy sets (IFSs), as an…

Artificial Intelligence · Computer Science 2011-07-07 Junyi Chai , James N. K. Liu

Chaotic functions are characterized by sensitivity to initial conditions, transitivity, and regularity. Providing new functions with such properties is a real challenge. This work shows that one can associate with any Boolean network a…

Discrete Mathematics · Computer Science 2011-12-08 J. M. Bahi , J. -F. Couchot , C. Guyeux , A. Richard

We have studied a chaotic transport in a two-dimensional periodic vortical flow under a time-dependent perturbation with period T where the global diffusion occurs along the stochastic web. By using the Melnikov method we construct the…

chao-dyn · Physics 2008-02-03 Taehoon Ahn , Seunghwan Kim

Volatility forecasting becomes challenging when market conditions shift and model performance varies across market states. Motivated by this instability, we develop a risk-sensitive specialist routing framework for ETF volatility…

Statistical Finance · Quantitative Finance 2026-04-17 Tenghan Zhong

We discuss how to characterize the behavior of a chaotic dynamical system depending on a parameter that varies periodically in time. In particular, we study the predictability time, the correlations and the mean responses, by defining a…

chao-dyn · Physics 2009-10-28 A Crisanti , M. Falcioni , G. Lacorata , R. Purini , A. Vulpiani

Many real-life applications involve simultaneously forecasting multiple time series that are hierarchically related via aggregation or disaggregation operations. For instance, commercial organizations often want to forecast inventories…

Machine Learning · Computer Science 2021-02-26 Xing Han , Sambarta Dasgupta , Joydeep Ghosh

Medical diagnosis process involves many levels and considerable amount of time and money are invariably spent for the first level of diagnosis usually made by the physician for all the patients every time. Hence there is a need for a…

Artificial Intelligence · Computer Science 2010-01-13 P. Chinniah , Dr. S. Muttan

The chaotic dynamics of fractional order systems begin to attract much attentions in recent years. In this brief report, we study the master-slave synchronization of fractional order chaotic systems. It is shown that fractional order…

Chaotic Dynamics · Physics 2009-11-10 Chunguang Li , Xiaofeng Liao , Juebang Yu

Given taxi-ride counts information between departure and destination locations, how can we forecast their future demands? In general, given a data stream of events with seasonal patterns that innovate over time, how can we effectively and…

Machine Learning · Computer Science 2021-10-26 Koki Kawabata , Siddharth Bhatia , Rui Liu , Mohit Wadhwa , Bryan Hooi

Recently, machine learning techniques, particularly deep learning, have demonstrated superior performance over traditional time series forecasting methods across various applications, including both single-variable and multi-variable…

Machine Learning · Computer Science 2025-10-02 Huaiyuan Rao , Yichen Zhao , Qiang Lai

In this book we study the concepts of Fuzzy Cognitive Maps (FCMs) and their Neutrosophic analogue, the Neutrosophic Cognitive Maps (NCMs).Fuzzy Cognitive Maps are fuzzy structures that strongly resemble neural networks, and they have…

General Mathematics · Mathematics 2007-05-23 Dr. W. B. Vasantha Kandasamy , Florentin Smarandache

In this paper, by using Logistic, Sine and Tent systems we define a combination chaotic system. Some properties of the chaotic system are studied by using figures and numerical results. A color image encryption algorithm is introduced based…

Information Theory · Computer Science 2017-12-06 R. Parvaz , M. Zarebnia

In bipartite consensus tracking (BCT) tasks for nonlinear multiagent systems, stochastic disturbances and actuator faults are regarded as essential factors that hamper effective controller formulation and tracking precision improvement. To…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Amorey Lewis

Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and…

Machine Learning · Computer Science 2025-05-19 Boshi Gao , Qingjian Ni , Fanbo Ju , Yu Chen , Ziqi Zhao

Predicting volatility in financial markets, including stocks, index ETFs, foreign exchange, and cryptocurrencies, remains a challenging task due to the inherent complexity and non-linear dynamics of these time series. In this study, I apply…

Statistical Finance · Quantitative Finance 2024-10-17 Alex Li

The motion planning problem is a fundamental problem in robotics, so that every autonomous robot should be able to deal with it. A number of solutions have been proposed and a probabilistic one seems to be quite reasonable. However, here we…

Robotics · Computer Science 2018-05-11 Kyriakos Papadopoulos , Apostolos Syropoulos

This paper introduces the Fractal-Chaotic Oscillation Co-driven (FCOC) framework, a novel paradigm for financial volatility forecasting that systematically resolves the dual challenges of feature fidelity and model responsiveness. FCOC…

Risk Management · Quantitative Finance 2025-11-18 Yilong Zeng , Boyan Tang , Xuanhao Ren , Sherry Zhefang Zhou , Jianghua Wu , Raymond Lee
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